Question

In the Poisson process $N,$ find $\operatorname E[2^{N(t)}e^{-\lambda t} \mid N(s) = k]$ and $\operatorname{Var}(N(t) \mid N(s) = k)$.

score 93 · Answer 1 · 2026-04-29 12:16:31

93

Views

In the Poisson process $N,$ find $\operatorname E[2^{N(t)}e^{-\lambda t} \mid N(s) = k]$ and $\operatorname{Var}(N(t) \mid N(s) = k)$.

Published on 29 Apr 2026 - 12:16

score 151 · Answer 2 · 2026-05-05 05:24:00

151

Views

Expectation, supremum and convergence.

Published on 05 May 2026 - 5:24

score 51 · Answer 3 · 2026-05-10 14:57:11

51

Views

Deriving law of motion for Brownian motion

Published on 10 May 2026 - 14:57

score 106 · Answer 4 · 2026-05-05 00:18:34

106

Views

Aggregating information and bayesian information

Published on 05 May 2026 - 0:18

score 1.4k · Answer 5 · 2026-04-16 14:20:56

1.4k

Views

Stochastic processes as Banach or Hilbert-space-valued random variables

Published on 16 Apr 2026 - 14:20

score 331 · Answer 6 · 2026-04-29 12:24:49

331

Views

On the continuity of Gaussian processes on the interval [0,1] depending on the continuity of the covariance function

Published on 29 Apr 2026 - 12:24

score 138 · Answer 7 · 2026-04-29 12:24:53

138

Views

Controlled Markov process - proper notation and set up

Published on 29 Apr 2026 - 12:24

score 97 · Answer 8 · 2026-04-13 23:05:30

97

Views

If $P$ is not irreducible, can $a_0$ and $b_0$ have limit?

Published on 13 Apr 2026 - 23:05

score 3.1k · Answer 9 · 2026-05-07 10:48:05

3.1k

Views

Easy way to determine the stationary distribution for Markov chain?

Published on 07 May 2026 - 10:48

score 487 · Answer 10 · 2026-04-29 12:51:10

487

Views

Hitting time of Brownian Motion combined with another Brownian Motion gives "Cauchyprocess"

Published on 29 Apr 2026 - 12:51

score 126 · Answer 11 · 2026-04-29 12:27:35

126

Views

Is every dynamical system approaching independence isomorphic to a Bernoulli system?

Published on 29 Apr 2026 - 12:27

score 45 · Answer 12 · 2026-05-10 12:31:44

45

Views

Continuous time Ruelle-Perron-Frobenius

Published on 10 May 2026 - 12:31

score 30 · Answer 13 · 2026-04-15 09:27:07

30

Views

Is $K(s,t) = \log(2 + |s - t|)$ a kernel for a Gaussian process?

Published on 15 Apr 2026 - 9:27

score 384 · Answer 14 · 2026-04-29 12:24:32

384

Views

Reasonable/unreasonable exponentially distributed interarrival (service) times

Published on 29 Apr 2026 - 12:24

score 925 · Answer 15 · 2026-05-10 12:32:55

925

Views

Use Brownian bridge to find the conditional distribution

Published on 10 May 2026 - 12:32

List Question

In the Poisson process $N,$ find $\operatorname E[2^{N(t)}e^{-\lambda t} \mid N(s) = k]$ and $\operatorname{Var}(N(t) \mid N(s) = k)$.

Expectation, supremum and convergence.

Deriving law of motion for Brownian motion

Aggregating information and bayesian information

Stochastic processes as Banach or Hilbert-space-valued random variables

On the continuity of Gaussian processes on the interval [0,1] depending on the continuity of the covariance function

Controlled Markov process - proper notation and set up

If $P$ is not irreducible, can $a_0$ and $b_0$ have limit?

Easy way to determine the stationary distribution for Markov chain?

Hitting time of Brownian Motion combined with another Brownian Motion gives "Cauchyprocess"

Is every dynamical system approaching independence isomorphic to a Bernoulli system?

Continuous time Ruelle-Perron-Frobenius

Is $K(s,t) = \log(2 + |s - t|)$ a kernel for a Gaussian process?

Reasonable/unreasonable exponentially distributed interarrival (service) times

Use Brownian bridge to find the conditional distribution

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